CEIS Fellows

Rocco CICIRETTI

Affiliation: Department of Economics and Finance (DEF) - University of Tor Vergata

Other Affiliation: RCEA-Rimini

Address: via Columbia n. 2, 00133 Roma

Telephone: +39 06 7259 5925

Web page: http://www.economia.uniroma2.it/def/default.asp?a=1368&oc=2087&d=2963

Research Interests: Event Study, Analysts’ Forecasts, Corporate finance, Corporate Social Responsibility, Socially Responsible Investment, Investment funds, Banking.

Biography

Rocco Ciciretti is Associate Professor of Economic Policy at Tor Vergata University of Rome where he currently teaches Financial markets models and Applied finance. Rocco is Master program coordinator in Finance and banking.
Dr. Ciciretti served as Financial economist and assistant policy advisor in the Finance team at the Research department of the Federal Reserve Bank of Atlanta. Prior to joining the FED, he was Research associate in finance at the Lally School of Management and Technology-Rensselaer Polytechnic Institute in Troy, NY.
A native of Italy, Dr. Ciciretti received his doctorate degree in Financial markets and institutions and his master of science degree in Economics and institutions from the Università degli Studi di Roma Tor Vergata, Italy. He earned a bachelor degree in Economics from the LUISS-Guido Carli, Roma, Italy.

Publications

The 5 most recent (selected) Publications

More CEIS Publications »

Events & Presentations

The 5 most recent Events & Presentations

  • 2019: CONSOB; Università degli Studi di Perugia; Quantitative Finance @ WORK; Workshop on Quantitative Finance
  • 2018: PRI Academic Network Conference, San Francisco; Università di Siena; IT Forum, Rimini; Università di Groningen; Workshop progetto Jean Monnet on Development and Harmonisation of Social Responsible Investment in the European Union, University of Pisa; Quantitative Finance @ WORK; Workshop on Quantitative Finance
  • 2017: 58ma RSA – Società italiana degli Economisti; 8th RCEA Macro-Money-Finance Workshop; Quantitative Finance @ WORK; Workshop on Quantitative Finance
  • 2016: Siena Finance Workshop; Portsmouth-Fordham Conference on Banking and Finance; European Finance and Banking Conference, Bologna; Siena Finance Workshop; ITForum-Rimini; University of Verona
  • 2015 Regulating Consumer Credit Conference, Philadelphia FED; CSEF, University of Naples Federico II

Research Programs & Projects

  • "The Price of Taste for Socially Responsible Investment" (with Dalò A., Dam, L.), CEIS Research Paper 413, 2017, now circulating as “The Contribution of Betas versus Characteristics in the ESG premium”
  • "Till mortgage do us part: Refinancing Costs and Mortgage Shopping" (with Brunetti, M. - Djordjevic, L.), CEIS Research Paper 364, 2016
  • "Are Socially Responsible Investments beneficial for systemic risk?” (with Cerqueti, R. – Dalò, A. - Nicolosi, M.), Research project
  • “Herding and Counter-herding Effect in Open End Equity Funds using ESG measure” (with Ferri, G. – Dalò, A.), Research project
  • “Portfolio selection versus ESG approach in Socially Responsible Investments” (with Becchetti, L. – Dalò, A.), Research project

 

Back